+234.0%
AMD vs TWLO
+106.8%
+127.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +6.2% |
| 7D | +10.0% | -1.2% | +11.2% | +10.1% |
| 30D | +4.6% | -6.4% | +11.0% | +5.2% |
| 3M | +3.1% | +6.3% | -3.1% | +1.8% |
| 6M | +162.8% | +76.4% | +86.4% | +124.7% |
| YTD | +136.2% | +58.8% | +77.3% | +108.6% |
| 1Y | +234.0% | +107.1% | +126.9% | +153.4% |
| All | +234.0% | +106.8% | +127.2% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling